Abstract
We study the asymptotic properties of the spectral density estimator (a periodogram) of a linear spatial process with alpha mixing innovations. A periodogram is a natural estimate of the spectral density. Under some conditions, a relation between the periodograms of innovations and that of the linear process is established in a spatial case. As the estimator of periodogram is inconsistent, a linear filter is introduced and convergence properties of the obtained smoother periodogram estimator are studied.
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Hamdad, L., Benrabah, O. & Dabo-Niang, S. Exploring spectral density estimation for spatial linear process with mixing innovations. Arab. J. Math. 9, 101–121 (2020). https://doi.org/10.1007/s40065-018-0227-3
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DOI: https://doi.org/10.1007/s40065-018-0227-3